It's a wishlist item, maybe it will show up in R2007 or
R2008: I think that's probably the next logical step for the
format, being able to xref or Insert DWF files.
If you just want to markup or redline a DWF, you need to buy
DWFComposer, another software package from Autodesk (or
other 3rd party software that do the same). Check it out at
Add-on products for LT